Bootstrap and wild bootstrap for high dimensional linear models
In this paper two bootstrap procedures are considered for the estimation of the distribution of linear contrasts and of F-test statistics in high dimensional linear models. An asymptotic approach will be chosen where the dimension p of the model may increase for sample size n→∞. The range of validit...
Gespeichert in:
| 1. Verfasser: | |
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| Dokumenttyp: | Article (Journal) |
| Sprache: | Englisch |
| Veröffentlicht: |
1993
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| In: |
The annals of statistics
Year: 1993, Jahrgang: 21, Heft: 1, Pages: 255-285 |
| ISSN: | 2168-8966 |
| Online-Zugang: | Verlag, Volltext: http://dx.doi.org./10.1214/aos/1176349025 Verlag, Volltext: http://www.jstor.org/stable/3035590 Verlag, Volltext: https://projecteuclid.org/download/pdf_1/euclid.aos/1176349025 |
| Verfasserangaben: | Enno Mammen |
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